This is important information, but it is also very well covered in many other sources. To make it more suited to SE, I suggest narrowing it. For example, "When [activity] for [length-of-time] in [location] during [season]", how can I signal for help?"
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Jay BazuziJan 26 '12 at 0:11

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@JayBazuzi I disagree in that adding activity, length of time, and location are really going to change the answer. The only factor that really might be helpful is the season...
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studiohack♦Jan 26 '12 at 0:21

3 Answers
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It depends a little bit on where you want to signal emergency. But I think you're talking about remote areas. In these areas, searches are most often made by aircrafts. That's why it is necessary that you're seen from above and from far away. So you have a couple of possibilities dependening on your equipement. There is also an Wikipedia article that explains the Alpine distress signal.

Bright clothing: This is especially useful if you're in open terrain and if you don't have any other equipment to signalize an emergency. But with bright clothing it is easier to locate you compared to black/white or grey clothing. So you should enhance your chances and wear yellow, red or orange clothing.

Flashlights: You can use your headlamp or a flashlight to signal the place where you're located. You could for example use the morse alphabet to signal SOS (3 short, 3 long, 3 short) or the international distress signal (6 flashes, pause, 6 flashes).

Whistles: In the same way you use a flashlight, you can use a whistle. A whistle is a very small and light item, so I would recommend to always take it with you if you're going on a serious trip. The big advantage compared to the flashlight is, that you can hear the sound during daylight or in thick fog, when the flashligts can't be recognized.

Fire: If you have something to make a fire, use it to mark your location. If possible, build a fire triangle. This is also an international distress signal.

Signal rocket: A very useful way to show that you need help. The big advantage is that signal rockets can fly up to 300 or 400 meters so that they are widely visible. The explosion of a signal rocket also leads to an easily recognizable pattern on a radar. The problem is that signal rockets aren't things that are part of a standard euqipment and in some countries it is not so easy to buy one.

Mirrors or other shiny objects: Like flashlights you can use mirrors or other shiny objects to send light flashes. Obviously this works only during daytime.